T. Rowe Price Dynamic Global Bond Fund

Fund Profile

Fund profile

Tickers

RPIEX, PAIEX, RPEIX, TRDZX

Fund manager

T. Rowe Price Overseas Stock

Total assets

$4.25 bn

Liabilities

$270.35 mm

Net assets

$3.98 bn

Number of holdings

419.00

Top 200 of 419 Holdings

As of Dec 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
UNITED STATES TREASURY NOTE/BOND	238.73 mm	238.99 mm principal	5.99	Debt	Long	USA
UNITED STATES TREASURY BILL	234.86 mm	238.51 mm principal	5.89	Debt	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS	223.70 mm	225.11 mm principal	5.61	Debt	Long	USA
T. Rowe Price Government Reserve Fund - Collateral	220.97 mm	220.97 mm shares	5.55	Short-term investment vehicle	Long	USA
UNITED STATES TREASURY NOTE/BOND	216.93 mm	217.00 mm principal	5.45	Debt	Long	USA
UNITED STATES TREASURY BILL	195.52 mm	197.93 mm principal	4.91	Debt	Long	USA
UNITED STATES TREASURY NOTE/BOND	194.42 mm	194.91 mm principal	4.88	Debt	Long	USA
DEUTSCHE BUNDESREPUBLIK INFLATION LINKED BOND	191.35 mm	186.79 mm principal	4.80	Debt	Long	Germany
THAILAND GOVERNMENT BOND	116.50 mm	4.08 bn principal	2.92	Debt	Long	Thailand
BRAZIL NOTAS DO TESOURO NACIONAL SERIE F	108.11 mm	837.95 mm principal	2.71	Debt	Long	Brazil
NEW ZEALAND GOVERNMENT BOND	88.80 mm	239.97 mm principal	2.23	Debt	Long	New Zealand
UNITED STATES TREASURY NOTE/BOND	88.03 mm	88.00 mm principal	2.21	Debt	Long	USA
AUSTRALIA GOVERNMENT BOND	83.72 mm	137.39 mm principal	2.10	Debt	Long	Australia
JAPAN GOVERNMENT THIRTY YEAR BOND	82.84 mm	13.14 bn principal	2.08	Debt	Long	Japan
BRAZIL NOTAS DO TESOURO NACIONAL SERIE F	77.14 mm	566.81 mm principal	1.94	Debt	Long	Brazil
UNITED STATES TREASURY INFLATION INDEXED BONDS	64.94 mm	66.56 mm principal	1.63	Debt	Long	USA
BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS	60.71 mm	60.09 bn principal	1.52	Debt	Long	Chile
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT	57.96 mm	58.64 mm principal	1.45	Debt	Long	N/A
INDIA GOVERNMENT BOND	57.36 mm	4.80 bn principal	1.44	Debt	Long	India
SERBIA TREASURY BONDS	52.79 mm	5.67 bn principal	1.32	Debt	Long	Serbia
MALAYSIA GOVERNMENT BOND	51.90 mm	222.05 mm principal	1.30	Debt	Long	Malaysia
ICE_CDX HY CDSI S43 5Y 12/20/2029	49.63 mm	1.00 contracts	1.25	Credit derivative	N/A	USA
T. Rowe Price Government Reserve Fund	47.17 mm	47.17 mm shares	1.18	Short-term investment vehicle	Long	USA
KREDITANSTALT FUER WIEDERAUFBAU	38.55 mm	38.87 mm principal	0.97	Debt	Long	Germany
EUROPEAN INVESTMENT BANK	30.73 mm	30.90 mm principal	0.77	Debt	Long	N/A
COLOMBIAN TES	30.29 mm	123.36 bn principal	0.76	Debt	Long	Colombia
PHILIPPINE GOVERNMENT INTERNATIONAL BOND	29.02 mm	1.68 bn principal	0.73	Debt	Long	Philippines
SERBIA TREASURY BONDS	28.72 mm	3.32 bn principal	0.72	Debt	Long	Serbia
EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT	28.62 mm	2.51 bn principal	0.72	Debt	Long	N/A
UNITED STATES TREASURY NOTE/BOND	26.06 mm	25.86 mm principal	0.65	Debt	Long	USA
SANTANDER HOLDINGS USA INC	23.15 mm	22.85 mm principal	0.58	Debt	Long	USA
NEPTUNE BIDCO US INC	21.60 mm	24.13 mm principal	0.54	Loan	Long	USA
INDONESIA TREASURY BOND	19.59 mm	315.62 bn principal	0.49	Debt	Long	Indonesia
GOTO FOODS FUNDING LLC	19.15 mm	18.77 mm principal	0.48	ABS-other	Long	USA
FANNIE MAE REMICS	18.85 mm	140.89 mm principal	0.47	ABS-mortgage backed security	Long	USA
THAILAND GOVERNMENT BOND	18.82 mm	562.47 mm principal	0.47	Debt	Long	Thailand
NEW ZEALAND GOVERNMENT BOND	18.04 mm	32.83 mm principal	0.45	Debt	Long	New Zealand
DISH DBS CORP	17.39 mm	19.16 mm principal	0.44	Debt	Long	USA
EXETER AUTOMOBILE RECEIVABLES TRUST 2021-2	17.13 mm	17.48 mm principal	0.43	ABS-other	Long	USA
CLOUD SOFTWARE GROUP INC	17.03 mm	16.52 mm principal	0.43	Debt	Long	USA
MALAYSIA GOVERNMENT BOND	16.88 mm	67.60 mm principal	0.42	Debt	Long	Malaysia
STAGWELL GLOBAL LLC	16.20 mm	17.06 mm principal	0.41	Debt	Long	USA
TORONTO-DOMINION BANK/THE	15.85 mm	15.29 mm principal	0.40	Debt	Long	Canada
PETROLEOS MEXICANOS	15.50 mm	16.67 mm principal	0.39	Debt	Long	Mexico
RIVIAN HOLDINGS LLC/RIVIAN LLC/RIVIAN AUTOMOTIVE LLC	14.78 mm	14.78 mm principal	0.37	Debt	Long	USA
CREDIT AGRICOLE SA	14.28 mm	14.26 mm principal	0.36	Debt	Long	France
HDFC BANK LTD	14.02 mm	1.20 bn principal	0.35	Debt	Long	India
TER FINANCE LTD PROM NOTE CL A 144A PP	13.20 mm	13.20 mm principal	0.33	Debt	Long	Canada
VERUS SECURITIZATION TRUST 2022-1	12.85 mm	14.18 mm principal	0.32	ABS-mortgage backed security	Long	USA
BRASKEM NETHERLANDS FINANCE BV	12.77 mm	13.80 mm principal	0.32	Debt	Long	Netherlands
AXP American Express Company	12.56 mm	12.51 mm principal	0.32	Debt	Long	USA
KREDITANSTALT FUER WIEDERAUFBAU	12.41 mm	10.09 mm principal	0.31	Debt	Long	Germany
THAILAND GOVERNMENT BOND	12.33 mm	335.60 mm principal	0.31	Debt	Long	Thailand
FITB Fifth Third Bancorp	12.12 mm	12.17 mm principal	0.30	Debt	Long	USA
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST	12.08 mm	13.05 mm principal	0.30	Debt	Long	Ireland
BRASKEM NETHERLANDS FINANCE BV	12.03 mm	17.53 mm principal	0.30	Debt	Long	Netherlands
Cec Entertainment Inc	11.77 mm	11.86 mm principal	0.30	Debt	Long	USA
FORD MOTOR CREDIT CO LLC	11.37 mm	11.27 mm principal	0.29	Debt	Long	USA
SCHW The Charles Schwab Corporation	11.22 mm	11.00 mm principal	0.28	Debt	Long	USA
USD/EUR FWD 20250124 MRMDUS33 HSBC SECURITIES INC	11.16 mm	1.00 contracts	0.28	DFE	N/A	USA
COF Capital One Financial Corporation	10.97 mm	10.62 mm principal	0.28	Debt	Long	USA
COF Capital One Financial Corporation	10.92 mm	10.62 mm principal	0.27	Debt	Long	USA
FORD MOTOR CREDIT CO LLC	10.89 mm	10.90 mm principal	0.27	Debt	Long	USA
SWAPTION_IRS_USD_OTC_E_PAYER_K_4_EFF_2024-09-20_MAT_2025-03-26 BARC	10.84 mm	1.00 contracts	0.27	Interest rate derivative	N/A	USA
ALLY Ally Financial Inc.	10.83 mm	10.42 mm principal	0.27	Debt	Long	USA
VENTURE GLOBAL LNG INC	10.27 mm	9.84 mm principal	0.26	Debt	Long	USA
LEVEL 3 FINANCING INC	10.23 mm	9.15 mm principal	0.26	Debt	Long	USA
SOCIETE GENERALE SA	10.14 mm	10.16 mm principal	0.25	Debt	Long	France
AVOLON HOLDINGS FUNDING LTD	10.04 mm	9.74 mm principal	0.25	Debt	Long	Cayman Islands
REPUBLIC OF AUSTRIA GOVERNMENT BOND	10.03 mm	22.89 mm principal	0.25	Debt	Long	Austria
TRK 2022-INV1 TRUST	9.87 mm	10.91 mm principal	0.25	ABS-mortgage backed security	Long	USA
TSQ Townsquare Media, Inc.	9.80 mm	9.85 mm principal	0.25	Debt	Long	USA
FREDDIE MAC REMICS	9.70 mm	75.30 mm principal	0.24	ABS-mortgage backed security	Long	USA
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT	9.70 mm	837.50 mm principal	0.24	Debt	Long	N/A
VENTURE GLOBAL CALCASIEU PASS LLC	9.59 mm	9.52 mm principal	0.24	Debt	Long	USA
USD/NZD FWD 20250124 MSLNGB2X MORGAN STANLEY & COMPANY LLC	9.57 mm	1.00 contracts	0.24	DFE	N/A	USA
TOBACCO SETTLEMENT FINANCING CORP/VA	9.27 mm	11.08 mm principal	0.23	Debt	Long	USA
US 10YR NOTE (CBT)MAR25	8.90 mm	-4.49 k contracts	0.22	Interest rate derivative	N/A	USA
COF Capital One Financial Corporation	8.81 mm	8.86 mm principal	0.22	Debt	Long	USA
SWAPTION_IRS_USD_OTC_E_PAYER_K_4_EFF_2024-09-13_MAT_2025-03-13 MSLN	8.66 mm	1.00 contracts	0.22	Interest rate derivative	N/A	USA
UBS GROUP AG	8.64 mm	7.00 mm principal	0.22	Debt	Long	Switzerland
WESTERN MIDSTREAM OPERATING LP	8.63 mm	8.65 mm principal	0.22	Debt	Long	USA
CONSTELLATION ENERGY GENERATION LLC	8.63 mm	8.70 mm principal	0.22	Debt	Long	USA
RCI Rogers Communications Inc.	8.61 mm	8.66 mm principal	0.22	Debt	Long	Canada
FORD MOTOR CREDIT CO LLC	8.54 mm	8.58 mm principal	0.21	Debt	Long	USA
BCS Barclays PLC	8.51 mm	8.49 mm principal	0.21	Debt	Long	UK
HCA INC	8.41 mm	8.40 mm principal	0.21	Debt	Long	USA
AMERICAN ELECTRIC POWER CO INC	8.40 mm	8.36 mm principal	0.21	Debt	Long	USA
TOYOTA MOTOR FINANCE NETHERLANDS BV	8.40 mm	6.74 mm principal	0.21	Debt	Long	Netherlands
BMW INTERNATIONAL INVESTMENT BV	8.34 mm	6.60 mm principal	0.21	Debt	Long	Netherlands
OVV Ovintiv Inc.	8.33 mm	8.32 mm principal	0.21	Debt	Long	USA
DANSKE BANK A/S	8.32 mm	8.32 mm principal	0.21	Debt	Long	Denmark
CELANESE US HOLDINGS LLC	8.29 mm	8.28 mm principal	0.21	Debt	Long	USA
SPRINT Corp	8.26 mm	8.08 mm principal	0.21	Debt	Long	USA
SCBFY Standard Chartered PLC	8.18 mm	8.05 mm principal	0.21	Debt	Long	UK
GENERAL MOTORS FINANCIAL CO INC	8.12 mm	8.05 mm principal	0.20	Debt	Long	USA
BCS Barclays PLC	8.10 mm	8.11 mm principal	0.20	Debt	Long	UK
AVOLON HOLDINGS FUNDING LTD	8.02 mm	8.05 mm principal	0.20	Debt	Long	Cayman Islands
CARR Carrier Global Corporation	8.01 mm	8.05 mm principal	0.20	Debt	Long	USA
BAYVIEW FINANCING TRUST 2024-2F A	7.91 mm	7.91 mm principal	0.20	Debt	Long	USA
LLOYDS BANKING GROUP PLC	7.71 mm	7.74 mm principal	0.19	Debt	Long	UK
LONGFOR GROUP HOLDINGS LTD	7.69 mm	11.12 mm principal	0.19	Debt	Long	Cayman Islands
ZF NORTH AMERICA CAPITAL INC	7.63 mm	7.68 mm principal	0.19	Debt	Long	USA
USD/BRL FWD 20250306 GSILGB2X GOLDMAN SACHS & CO	7.59 mm	1.00 contracts	0.19	DFE	N/A	USA
FREDDIE MAC STRIPS	7.58 mm	56.28 mm principal	0.19	ABS-mortgage backed security	Long	USA
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST	7.54 mm	7.23 mm principal	0.19	Debt	Long	Ireland
SBA TOWER TRUST	7.41 mm	7.42 mm principal	0.19	Debt	Long	USA
BANK 2020-BNK25	7.40 mm	8.52 mm principal	0.19	ABS-mortgage backed security	Long	USA
SOUTHERN CO/THE	7.36 mm	7.59 mm principal	0.18	Debt	Long	USA
HYUNDAI CAPITAL AMERICA	7.32 mm	7.29 mm principal	0.18	Debt	Long	USA
VST Vistra Corp.	7.31 mm	7.29 mm principal	0.18	Debt	Long	USA
SOCIETE GENERALE SA	7.24 mm	7.36 mm principal	0.18	Debt	Long	France
SWAPTION_IRS_USD_OTC_E_PAYER_K_4_EFF_2024-09-26_MAT_2025-03-26 GSIL	7.19 mm	1.00 contracts	0.18	Interest rate derivative	N/A	USA
QATARENERGY	6.95 mm	8.24 mm principal	0.17	Debt	Long	Qatar
BNP PARIBAS SA	6.95 mm	5.65 mm principal	0.17	Debt	Long	France
APPLEBEE'S FUNDING LLC / IHOP FUNDING LLC	6.65 mm	6.50 mm principal	0.17	ABS-other	Long	USA
SIRIUS XM RADIO LLC	6.57 mm	6.77 mm principal	0.16	Debt	Long	USA
BARCLAYS PLC	6.49 mm	6.28 mm principal	0.16	Debt	Long	UK
TURKIYE GOVERNMENT INTERNATIONAL BOND	6.47 mm	6.36 mm principal	0.16	Debt	Long	Turkey
BMW FINANCE NV	6.42 mm	6.20 mm principal	0.16	Debt	Long	Netherlands
RIVN Rivian Automotive, Inc.	6.18 mm	5.83 mm principal	0.16	Debt	Long	USA
CHS/COMMUNITY HEALTH SYSTEMS INC	5.93 mm	5.77 mm principal	0.15	Debt	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION	5.88 mm	40.09 mm principal	0.15	ABS-mortgage backed security	Long	USA
DEUTSCHE BANK AG	5.49 mm	5.50 mm principal	0.14	Debt	Long	Germany
COCA-COLA ICECEK AS	5.35 mm	194.00 mm principal	0.13	Debt	Long	Turkey
LLOYDS BANK PLC	5.34 mm	4.25 mm principal	0.13	Debt	Long	UK
DOMINICAN REPUBLIC INTERNATIONAL BOND	5.28 mm	5.44 mm principal	0.13	Debt	Long	Dominican Republic
ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER	5.27 mm	5.24 mm principal	0.13	Debt	Long	USA
UBS AG/LONDON	5.24 mm	4.34 mm principal	0.13	Debt	Long	Switzerland
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION	5.19 mm	35.47 mm principal	0.13	ABS-mortgage backed security	Long	USA
BENCHMARK 2020-B16 MORTGAGE TRUST	4.95 mm	5.73 mm principal	0.12	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION	4.93 mm	32.55 mm principal	0.12	ABS-mortgage backed security	Long	USA
FREDDIE MAC STACR REMIC TRUST 2022-DNA2	4.79 mm	4.78 mm principal	0.12	ABS-mortgage backed security	Long	USA
NATWEST GROUP PLC	4.61 mm	4.46 mm principal	0.12	Debt	Long	UK
IRB HOLDING CORP	4.56 mm	4.56 mm principal	0.11	Loan	Long	USA
CLEAR CHANNEL OUTDOOR HOLDINGS INC	4.56 mm	4.54 mm principal	0.11	Loan	Long	USA
DRIVEN BRANDS FUNDING LLC	4.52 mm	4.63 mm principal	0.11	ABS-other	Long	USA
United Airlines Holdings, Inc.	4.51 mm	4.53 mm principal	0.11	Debt	Long	USA
VOLKSWAGEN BANK GMBH	4.50 mm	4.30 mm principal	0.11	Debt	Long	Germany
USD/KRW FWD 20250117 UBSWGB2L UBS SECURITIES LLC	4.50 mm	1.00 contracts	0.11	DFE	N/A	USA
BONA FIDE INVSTMNT HLDNG LLC A 6/2023 PP	4.46 mm	0.00 shares	0.11	Common equity	Long	USA
EURO-BTP FUTURE MAR25	4.45 mm	-1.64 k contracts	0.11	Interest rate derivative	N/A	Germany
TPIC SPV I LLC	4.22 mm	4.22 mm principal	0.11	ABS-other	Long	USA
HARDEE'S FUNDING LLC	4.13 mm	4.39 mm principal	0.10	ABS-other	Long	USA
US 5YR NOTE (CBT) MAR25	4.13 mm	-8.97 k contracts	0.10	Interest rate derivative	N/A	USA
USD/AUD FWD 20250221 GSILGB2X GOLDMAN SACHS & CO	4.06 mm	1.00 contracts	0.10	DFE	N/A	USA
FREDDIE MAC STRIPS	4.04 mm	31.93 mm principal	0.10	ABS-mortgage backed security	Long	USA
CONNECTICUT AVENUE SECURITIES TRUST 2022-R06	4.00 mm	3.90 mm principal	0.10	ABS-mortgage backed security	Long	USA
EURO-OAT FUTURE MAR25	3.62 mm	-1.30 k contracts	0.09	Interest rate derivative	N/A	Germany
LEVEL 3 FINANCING INC	3.56 mm	3.17 mm principal	0.09	Debt	Long	USA
US ULTRA BOND CBT MAR25	3.52 mm	-478.00 contracts	0.09	Interest rate derivative	N/A	USA
EURO-BUND FUTURE MAR25	3.32 mm	-1.13 k contracts	0.08	Interest rate derivative	N/A	Germany
FIFTH THIRD BANK INC	3.20 mm	3.24 mm principal	0.08	Debt	Long	USA
REPUBLIC OF ITALY GOVERNMENT INTERNATIONAL BOND	3.06 mm	3.19 mm principal	0.08	Debt	Long	Italy
BRAVO RESIDENTIAL FUNDING TRUST 2022-NQM2	3.04 mm	3.15 mm principal	0.08	ABS-mortgage backed security	Long	USA
MALAYSIA GOVERNMENT BOND	3.00 mm	12.36 mm principal	0.08	Debt	Long	Malaysia
FANNIE MAE REMICS	2.92 mm	21.09 mm principal	0.07	ABS-mortgage backed security	Long	USA
BOOST NEWCO BORROWER LLC	2.81 mm	2.69 mm principal	0.07	Debt	Long	USA
BONA FIDE INVSTMNT HLDNGS III PP	2.77 mm	0.00 shares	0.07	Common equity	Long	Colombia
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION	2.74 mm	22.43 mm principal	0.07	ABS-mortgage backed security	Long	USA
ARCC Ares Capital Corporation	2.72 mm	2.75 mm principal	0.07	Debt	Long	USA
USD/RSD FWD 20250121 CITIGB2L CITIBANK N A	2.71 mm	1.00 contracts	0.07	DFE	N/A	USA
USD/GBP FWD 20250124 MRMDUS33 HSBC SECURITIES INC	2.64 mm	1.00 contracts	0.07	DFE	N/A	USA
NATWEST MARKETS PLC	2.62 mm	2.05 mm principal	0.07	Debt	Long	UK
USD/JPY FWD 20250124 BARCGB5G Barclays Bank PLC - Wholesale (SING)	2.62 mm	1.00 contracts	0.07	DFE	N/A	USA
REALPAGE INC	2.62 mm	2.63 mm principal	0.07	Loan	Long	USA
COMMONWEALTH OF PUERTO RICO	2.59 mm	4.24 mm principal	0.07	Debt	Long	Puerto Rico
DIAMOND SPORTS GROUP LLC	2.57 mm	2.35 mm principal	0.06	Loan	Long	USA
CBAM 2018-5 LTD	2.56 mm	2.56 mm principal	0.06	ABS-collateralized bond/debt obligation	Long	Cayman Islands
USD/ZAR FWD 20250117 UBSWGB2L UBS SECURITIES LLC	2.48 mm	1.00 contracts	0.06	DFE	N/A	USA
SWAPTION_IRS_USD_OTC_E_RECEIVER_K_3_EFF_2024-05-02_MAT_2026-05-04 MSLN	2.39 mm	1.00 contracts	0.06	Interest rate derivative	N/A	USA
SWAPTION_IRS_USD_OTC_E_RECEIVER_K_3_EFF_2024-12-19_MAT_2025-12-19 BOFA	2.37 mm	1.00 contracts	0.06	Interest rate derivative	N/A	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION	2.36 mm	19.93 mm principal	0.06	ABS-mortgage backed security	Long	USA
USD/JPY FWD 20250124 UBSWGB2L UBS SECURITIES LLC	2.35 mm	1.00 contracts	0.06	DFE	N/A	USA
CMBX BBB- CDSI S15 11/18/2064 MSLN	2.28 mm	1.00 contracts	0.06	Credit derivative	N/A	USA
FREDDIE MAC STRIPS	2.22 mm	17.21 mm principal	0.06	ABS-mortgage backed security	Long	USA
MOTION BONDCO DAC	2.07 mm	2.20 mm principal	0.05	Debt	Long	Ireland
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL	1.95 mm	1.96 mm principal	0.05	Debt	Long	USA
FANNIE MAE INTEREST STRIP	1.93 mm	14.62 mm principal	0.05	ABS-mortgage backed security	Long	USA
USD/MXN FWD 20250124 UBSWGB2L UBS SECURITIES LLC	1.84 mm	1.00 contracts	0.05	DFE	N/A	USA
BRAZILIAN GOVERNMENT INTERNATIONAL BOND	1.76 mm	1.77 mm principal	0.04	Debt	Long	Brazil
NAVI Navient Corporation	1.71 mm	1.71 mm principal	0.04	Debt	Long	USA
SWAPTION_IRS_USD_OTC_E_RECEIVER_K_2.75_EFF_2024-12-11_MAT_2025-12-11 MSLN	1.67 mm	1.00 contracts	0.04	Interest rate derivative	N/A	USA
LCH - SEK IRS 12/9/34 PAY FIX MSLN_C	1.65 mm	1.00 contracts	0.04	Interest rate derivative	N/A	USA
CMBX BBB- CDSI S15 11/18/2064 MSLN	1.64 mm	1.00 contracts	0.04	Credit derivative	N/A	USA
ALTICE FINANCING SA	1.63 mm	1.77 mm principal	0.04	Debt	Long	Luxembourg
SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2022-A	1.51 mm	1.51 mm principal	0.04	ABS-other	Long	USA
FANNIE MAE INTEREST STRIP	1.47 mm	9.20 mm principal	0.04	ABS-mortgage backed security	Long	USA
CIFI HOLDINGS GROUP CO LTD	1.47 mm	11.40 mm principal	0.04	Debt	Long	Cayman Islands
DLLAD 2023-1 LLC	1.41 mm	1.41 mm principal	0.04	ABS-other	Long	USA
FANNIE MAE REMICS	1.38 mm	9.14 mm principal	0.03	ABS-mortgage backed security	Long	USA
CIFI HOLDINGS GROUP CO LTD	1.29 mm	10.06 mm principal	0.03	Debt	Long	Cayman Islands
ICE_XEROX CORP CDS 12/20/2027	1.28 mm	1.00 contracts	0.03	Credit derivative	N/A	USA
USD/CLP FWD 20250207 DEUTGB2L DEUTSCHE BANK	1.24 mm	1.00 contracts	0.03	DFE	N/A	USA
CANTOR COMMERCIAL REAL ESTATE LENDING 2019-CF1	1.23 mm	4.52 mm principal	0.03	ABS-mortgage backed security	Long	USA
MERLIN ENTERTAINMENTS LTD	1.20 mm	1.22 mm principal	0.03	Debt	Long	UK
COMMONWEALTH OF PUERTO RICO	1.19 mm	1.12 mm principal	0.03	Debt	Long	Puerto Rico
COMMONWEALTH OF PUERTO RICO	1.19 mm	1.08 mm principal	0.03	Debt	Long	Puerto Rico
COMMONWEALTH OF PUERTO RICO	1.18 mm	1.13 mm principal	0.03	Debt	Long	Puerto Rico
FXO_USD_OTC_E_CALL_EUR_USD_K_1.02_EFF_2024-12-19_MAT_2025-02-20 BOFA	1.17 mm	1.00 contracts	0.03	DFE	N/A	USA